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Tracking Differential Evolution Algorithms: An Adaptive Approach through Multinomial Distribution Tracking with Exponential Forgetting

  • Michael G. Epitropakis
  • Dimirtis K. Tasoulis
  • Nicos G. Pavlidis
  • Vassilis P. Plagianakos
  • Michael N. Vrahatis
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7297)

Abstract

Several Differential Evolution variants with modified search dynamics have been recently proposed, to improve the performance of the method. This work borrows ideas from adaptive filter theory to develop an “online” algorithmic adaptation framework. The proposed framework is based on tracking the parameters of a multinomial distribution to reflect changes in the evolutionary process. As such, we design a multinomial distribution tracker to capture the successful evolution movements of three Differential Evolution algorithms, in an attempt to aggregate their characteristics and their search dynamics. Experimental results on ten benchmark functions and comparisons with five state-of-the-art algorithms indicate that the proposed framework is competitive and very promising.

Keywords

Differential Evolution Adaptation Multinomial Distribution Exponential forgetting 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Michael G. Epitropakis
    • 1
  • Dimirtis K. Tasoulis
    • 2
  • Nicos G. Pavlidis
    • 3
  • Vassilis P. Plagianakos
    • 4
  • Michael N. Vrahatis
    • 1
  1. 1.Computational Intelligence Laboratory, Department of MathematicsUniversity of PatrasPatrasGreece
  2. 2.Winton Capital ManagementLondonU.K.
  3. 3.Department of Management ScienceLancaster UniversityU.K.
  4. 4.Department of Computer Science and Biomedical InformaticsUniversity of Central GreeceLamiaGreece

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